Semesterside for STK3505 - H?st 2023
Fagl?rere
-
Krzysztof Jaroslaw Paczka Universitetet i Oslo
Presentations
- Lecture 1 and 2 (intro + time value of money)
- Lecture 3 and 4 (MC, distributions, parameter estimation)
- Lecture 5 (Non-life insurance: Compound Poisson) - updated
- Lecture 6 (more on claim modelling: deductible, sums insured, reinsurance)
- Lecture 7 (reserving for non-life)
- Lecture 7 (Chain ladder implemented in Excel - not in curriculum)
- Lecture 8 (Non-life pricing, Compound Poisson with uncertainty)
- Lecture 9 and 10 (Life insurance)
- Lecture 11 and 12 (Option pricing)
Exams from previous years
- 2022 Exam
- 2022 Exam anwers
- 2022 Mock exam
- 2022 Mock exam answers
- 2021 Exam
- 2021 Exam answers
- 2020 Exam
- 2020 Exam answers
- 2019 Exam
- 2019 Exam answers
- 2017 Exam
- 2017 Exam answers
- 2016 Exam
- 2016 Exam answers
Final presentation
Exercises
- Exercises, part 1 (Time value of money)
- Exercises, part 2 (Monte Carlo and distributions)
- Exercises, part 3 (Monte Carlo and estimation)
- Exercises, part 4 (Compound Poisson and reinsurance)
- Exercises, part 5 (reserving updated)
- Exercises, part 6 (Life insurance-two state model)
- Exercises, part 7 (Life insurance-three state model)
- Exercises, part 8 (Black Scholes)